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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Risikomaß"
~subject:"Theory"
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Forecasting model
Risikomaß
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Volatility
325
Volatilität
325
Börsenkurs
117
Share price
117
ARCH model
101
ARCH-Modell
101
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Gupta, Rangan
7
Kang, Sang Hoon
4
Mensi, Walid
4
Pierdzioch, Christian
4
Allen, David E.
3
Dai, Zhifeng
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Wohar, Mark E.
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Wu, Xinyu
3
Xuan Vinh Vo
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2
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Kok Haur Ng
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
301
NBER working paper series
247
Working paper / National Bureau of Economic Research, Inc.
238
NBER Working Paper
213
Finance research letters
210
Journal of econometrics
159
Journal of banking & finance
158
Economic modelling
148
Working paper
145
International journal of forecasting
142
Discussion paper / Tinbergen Institute
140
International review of financial analysis
135
Economics letters
133
Applied economics
129
Journal of forecasting
129
International review of economics & finance : IREF
119
Discussion paper / Centre for Economic Policy Research
110
Journal of empirical finance
108
CESifo working papers
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of financial economics
93
Journal of economic dynamics & control
90
International journal of theoretical and applied finance
87
Journal of international money and finance
82
Applied economics letters
81
The European journal of finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
The journal of futures markets
74
Quantitative finance
67
The review of financial studies
66
Discussion paper
65
Journal of risk and financial management : JRFM
63
European journal of operational research : EJOR
62
Computational economics
61
Journal of international financial markets, institutions & money
61
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60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
59
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58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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2
Do alternative energy markets provide optimal alternative investment opportunities?
Ur Rehman, Mobeen
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665113
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3
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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4
The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming
- In:
The North American journal of economics and finance : a …
22
(
2011
)
2
,
pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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5
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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7
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
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8
The economics of data : using simple model-free volatility in a high-frequency world
Garvey, John
;
Gallagher, Liam
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 370-379
Persistent link: https://www.econbiz.de/10010367578
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9
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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10
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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